CLN: clean up data.py
Merge pull request #4002 from cpcloud/data-dot-py-cleanup

CLN: clean up data.py
BUG: Fix names handling in MultiIndex

ENH/BUG: Make names, levels & labels properties.

* `names` is not a property *and* is set up as an immutable tuple.
* `levels` are always (shallow) copied now and it is now not possible to set levels
directly (internal consumers should use `_set_levels` to access. You are
discouraged from setting `_levels` directly).
* `labels` are set up as a property now, moving all the processing of
  labels out of `__new__`
TST: Add `assert_copy` to test for copied-ness.

You can use `assert_copy` to check that two iterables produce copies
that are not the same object. (uses `assert_almost_equal` under the
hood).
TST: Add names tests to test_index + PEP8

TST: Test that name changes occur properly

TST: Fixup test cases to reflect tuple output from names, etc.
TST: Add motivating example from #3742
TST: Change tests to check against tuple rather than list
TST: Change mutating tests to use set_names and set_levels
TST: Add level names check to basic reindex test
CLN: Changes to handle levels and labels as tuples

(mostly just using list or tuple as necessary)
ENH: Add set_levels and set_names methods to index

Similar to other set_* methods...allows mutation if necessary but
otherwise returns same object.
TST: Fix assert_almost_equal to handle non-ndarrays